+11.3%
SMR vs MSTU
-88.1%
+99.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.8% | +1.2% | -3.7% |
| 7D | +4.7% | -22.0% | +26.7% | +11.5% |
| 30D | +3.2% | +60.3% | -57.1% | -13.5% |
| 3M | +9.9% | -3.7% | +13.6% | +2.0% |
| 6M | -15.1% | -45.2% | +30.1% | -10.0% |
| YTD | -27.9% | -64.3% | +36.4% | -20.3% |
| 1Y | -70.2% | -94.0% | +23.8% | -49.9% |
| All | +11.3% | -88.1% | +99.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling